← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/30/MIDPRICE/JMA/2622

Strategy
LTC/USDT/30/MIDPRICE/JMA/2622
Pair
LTC_USDT
Interval
30m
Score
323559
Daily Profit
0.191702
Profit Factor
1.284200
Profitability
66.942149
Streak
6.618670
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 05:20
Expiration Time
2025-12-27 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99844.1082 69510.2187 30333.8895 82552.0226 68690.0507 13861.9719
Total P&L (%) 99.8441 69.5102 30.3339 82.552 68.6901 13.862
Avg Daily Profit (%) 0.1917 0.1335 0.0582 0.1156 0.1004 0.0249
Buy And Hold Return (%) 17.8597 17.8597 17.8597 17.8597 17.8597 17.8597
Max Trade Drawdown -37022 -27167 -44266 -62497 -46882 -68726
Profit Factor 1.2842 1.4745 1.1481 1.1629 1.3286 1.0465
Total Trades 242 121 121 242 121 121
Winning Trades 162 81 81 162 81 81
Losing Trades 80 40 40 80 40 40
Profitability (%) 66.9421 66.9421 66.9421 66.9421 66.9421 66.9421
Ratio Avg Win / Avg Loss 0.6342 0.7281 0.567 0.5743 0.6561 0.5168
Largest Winning Trade 32774 12135 32774 45061 16627 45061
Largest Losing Trade -31172 -13950 -31172 -47893 -18618 -47893
Avg Bars in Trades 100 93 107 100 93 107
Avg Bars in Winners 73 75 71 73 75 71
Avg Bars in Losers 154 128 179 154 128 179
Bars Traded 24240 11267 12973 24240 11267 12973
Profit Streak 6.6187 15.7645 6.6187 6.6187 15.7645 6.6187
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323559 -15229 -181252 -79294 -60180 -494265
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715322600000,
    "first_datapoint_time": 1716022800000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760322053135,
    "expiration_time": 1766800800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 159
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            99844.1081539298,
            69510.2186725491,
            30333.8894813807,
            82552.0225648747,
            68690.0507045589,
            13861.9718603157
        ],
        [
            99.844108,
            69.510219,
            30.333889,
            82.552023,
            68.690051,
            13.861972
        ],
        [
            0.191702,
            0.13346,
            0.058241,
            0.115626,
            0.100446,
            0.024928
        ],
        [
            17.859682,
            17.859682,
            17.859682,
            17.859682,
            17.859682,
            17.859682
        ],
        [
            -37022,
            -27167,
            -44266,
            -62497,
            -46882,
            -68726
        ],
        [
            1.2842,
            1.47449,
            1.148099,
            1.162864,
            1.328638,
            1.046538
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            66.942149,
            66.942149,
            66.942149,
            66.942149,
            66.942149,
            66.942149
        ],
        [
            0.634173,
            0.728143,
            0.566963,
            0.574254,
            0.656117,
            0.516809
        ],
        [
            32774,
            12135,
            32774,
            45061,
            16627,
            45061
        ],
        [
            -31172,
            -13950,
            -31172,
            -47893,
            -18618,
            -47893
        ],
        [
            100,
            93,
            107,
            100,
            93,
            107
        ],
        [
            73,
            75,
            71,
            73,
            75,
            71
        ],
        [
            154,
            128,
            179,
            154,
            128,
            179
        ],
        [
            24240,
            11267,
            12973,
            24240,
            11267,
            12973
        ],
        [
            6.61867,
            15.764504,
            6.61867,
            6.61867,
            15.764504,
            6.618671
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323559,
            -15229,
            -181252,
            -79294,
            -60180,
            -494265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715322600000,
    "first_datapoint_time": 1716022800000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760322053135,
    "expiration_time": 1766800800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 159
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)